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20021212:100026788(2002)12201162071,2,2(1.,100083;2.,100083):,,,,,L,,L:;;:F224.3;O221.3:ATheStudyofDynamicProgrammingModelaboutOptimumInvestmentPlanofMiningAreaZHANGShao2wen1,LIZhong2xue2,LIXiang2yi2(1.BeijingForestyUniversity,Beijing100083,China;2.ScienceandTechnologyUniversityBeijing,Beijing100083,China)Abstract:Thedynamicprogrammingmodelaboutoptimuminvestmentplanofminingareaisbuildupbymakinguseofdynamicprogrammingtheoryinthispaper.Theminimumofinvestmentidleloseandoutputshortfallloseismaingoalintheoptimummodel.Andtheminimumofpre2investmentissecondarygoal.ThemodelwasusedtomakeoptimuminvestmentplanoftypicalminingareainChina.Keywords:investment;dynamicprogramming;miningarea:2001205229:(79870059)1,,LL,,L,,L,,,,L,,,;,,,L,,,,L2,,L(R.Bellman),©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.,,L,,,,L,,,Lfk(sk)=optxk{rk(sk,xk)+fk+1(sk+1)},skkZSn={s1,s2,,sk,,sn},n;xkk;fk(sk)ksnxkZ31.,(:),,,,,,Z,i=12à,;0,.P=6mj=16n1t=1Ajt(1+i)n1-t+1(1+i)n2-6n1t=1Ajt(1+i)n1-t+1,P;n1();Ajtjt();i,12%;n2();mZ2.,,,ZZP=6mj=16nt=1(pjt-cjt)Qjt(1+i)t,P;pjtt(ö);cjttj(ö);Qjttj();i,12%;m;nZ3.,Z,,,Z4ZZ,ZZ,ZZ,Z:M,C,T,QöZc1,c2,,cm,71112©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.t1,t2,,tm,q1,q2,,qmZf1,f2,,fmZ(),TN,Q1,Q2,,QZZ,T0,Q0;T,QZM,Z,,:I(u,k)=minu{L1(u,k)+L2(u,k)+I(u,k+1)},I(u,k)k,u,;uZu=(1,2,3,m);k,k=0,1,2;L1(u,k)uk;L2(u,k)uk.55.1,,1Z1(ö)(ö)(ö)()()160300110.95684733260180119.82675413360150121.96395512460150111.39379622560500146.52118382460700137.1221483761,300ö,1980öL546746L2L26847321000173243014967541204902049026561395512402515526379622150416458118382640042626489962036021483785113084478147633251756250005467460942701255081535209669251756250005.2,L2000,165L811200212©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.,,,,L2001,2003,500;2005,900;2010,,L,1980öL5.3,::2001-2003300ö500ö;:2004-2005500ö900ö;:2006-2010900ö1980ö;5.4,,L:,500öL46,L3L3:ö60300606060605406060601506015060540606018060601506057060601806015060605703,,::,300ö,L:,150ö,L:,180ö150ö,L:,180ö150ö,L2,4L4()()()2001200220033684732100017324301492775130485292198431055032049041994430193107091204904451542087:,,,91112©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.L,L,L5L5:ö60606015060605008306060606015060500830603006018060150601506084060300606060605009805,,::,150ö500ö,L:,150ö500ö,L:,300ö180ö150ö,L:,300ö500ö,L2,6L6()()()20022003200420054157933640042626730213588641563446400426267050036818321352741490833438869441868556400636266632050509:10,,,,2010,,7L72005200620072008200920106847321000173243014967541204902049026561395512402515526379622150416458118382640042626489962036021483785113084478147633251756250005467468511308454214160448184095134054,:021200212©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.2001;2010,10L300ö;1980öL,325,500ö900ö1980öL;;L1L15.5,,,L5.5.1,,8L8:2001200220032004200520062007200820092010-21000173243014920490204902656124025155262150416458640042626489962036085113084478147633251756250002100023724727754899621211130844781496822117775835458,,300ö,;,,L,L5.5.28,2008,20099LL8,:,,20092006,15372;,180ö,19538L8,34910L,,,L6,L,,L12112©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.,,,,,L,,L:[1].[M].:,1998.[2].[M].:,1996.[3].[M].:,1995.[4].[D].:,1998.(53)[5]MantegnaRN,StanlyHE.Scalingbehaviorinthedynamicsofaneconomicindex[J].Nature,1995,376:46-49.[6]HsiehDA.Chaosandnonlineardynamic:applicationstofinancialmarkets[J].TheJournalofFinance,1991,46:1839-1877.[7]PeterE.AchaoticattractorfortheS&p500index[J].FinancialAnalystsJ,1991,47:55-81.[8]EveretszCJG.Fractalgeometryoffinancialtimeseries[J].Fractals,1995,3:609-616.[9]Andreadis,Self2criticalityandstochasticityofanS&p500indextimeseries[J].Chaos,SolitionsandFractal,2000,11:1047-1059.[10]ContR.Statisticalpropertiesoffinancialtimeseries[A].1[C]1:,20001[11].2[M].,,.,,1991.[12]FlandrinP.OnthespectrumoffractionalBrownianmotions[J].IEEETransInformTheory,1989,35(1):197-199.[13]Daubechies.TenLecturesonWavelets[M],Philadephia:SIAM,1992.[14]TewfikAH.CorrelationstructureofdiscretewaveletcoefficientsoffractionalBrownianmotion[J].IEEETransInformTheory,1992,38(2):904-909.[15]Serroukh,WaldenAT,PercivalDB.Statisticalpropertiesandusesofthewaveletvarianceestimatorforthescaleanalysisoftimeseries[J].JASA,2000,449:184-196.[16]Daubechies.Orthonormalbasesofcompactlysupportedwavelets[J].CommunPureApplMath,1988,41(7):909-996.[17]MallatSG.Atheoryformultiresolutionsignaldecomposition:thewaveletrepresentation[J].IEEETransPatternAnalMachineIntell,1989,PAMI_11(7):674-693.221200212©1995-2005TsinghuaTongfangOpticalDiscCo.,Ltd.Allrightsreserved.